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ZKB Barrier Reverse Convertible on worst of
Bayer AG/ASML Holding NV/Unicredit SpA

ISIN: CH1303981794 Security: 130398179 Symbol: Z08YGZ Life cycle
Secondary market

Bid Price 96.34%

Ask Price 96.84%

Currency EUR

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 22.11.2024 05:15:00

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapDistance to capBarrierDistance to barrierRatio
Bayer N19.80234.76EUR34.76
(100.00%)
-75.31%17.032
(49.00%)
14.10%28.7687
ASML Holding A642.1651.40EUR651.40
(100.00%)
-1.15%319.186
(49.00%)
50.44%1.5352
UNICREDIT37.85525.865EUR25.87
(100.00%)
31.67%12.674
(49.00%)
66.52%38.6623

Reference data

ISIN CH1303981794
Security 130398179
Symbol Z08YGZ
Currency EUR
Currency hedging No
Nominal amount 1'000.00
Barrier level observation continuous
Maximum repayment 1'104.00

Coupon

Coupon (Coupon p.a.)10.40% (10.40% )
Coupon paymentguaranteed
Interest portion p.a.3.37%
Premium portion p.a.7.03%
Coupon date17.01.2025
Day count convention30/360 (German), modified following
Accrued coupon3.73%

Life cycle

Issue price100.00%
Initial fixing date10.01.2024
Payment day17.01.2024
First trading day17.01.2024
Last trading day10.01.2025
Final fixing day10.01.2025
Redemption date17.01.2025
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term47
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue -42.96%

Product type

SSPA derivative category Yield enhancement
SSPA code Barrier reverse convertible (1230)

Legal parties

Issuer Zürcher Kantonalbank Finance (Guernsey) Ltd
Keep-Well Agreement with Zürcher Kantonalbank, Zürich
Issuer rating
Lead manager Zürcher Kantonalbank, Zürich
Payment, execution and calculation agent Zürcher Kantonalbank, Zürich

Tax aspects (Private investor tax domicile Switzerland)

Income taxYes
Withholding taxNo
Stamp duty payable in the secondary marketNo
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.37%
Cash value of fixed income investment upon issue96.74%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date17.01.2025
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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